| Metric | configs/btc/btc.med3_fwd_daily_ | BTCUSD |
|---|---|---|
| Time in Market | 53.0% | 100.0% |
| Cumulative Return | 22.61% | 28.15% |
| Max Drawdown | -2.56% | -26.06% |
| Sharpe | 2.92 | 0.85 |
| Sortino | 6.31 | 1.23 |
| Payoff Ratio | 1.61 | 1.16 |
| Profit Factor | 2.13 | 1.13 |
| Common Sense Ratio | 3.4 | 1.14 |
| CPC Index | 1.84 | 0.68 |
| Tail Ratio | 1.6 | 1.01 |
| Outlier Win Ratio | 26.11 | 2.31 |
| Outlier Loss Ratio | 15.7 | 2.07 |
| Volatility (ann.) | 8.68% | 51.73% |
| R^2 | 0.23 | 0.23 |
| Calmar | 11.12 | 1.37 |
| Skew | 3.05 | -0.2 |
| Kurtosis | 23.1 | 2.91 |
| Expected Daily % | 0.07% | 0.08% |
| Expected Monthly % | 2.06% | 2.51% |
| Expected Yearly % | 10.73% | 13.2% |
| Kelly Criterion | 24.66% | 10.82% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.68% | -4.33% |
| Expected Shortfall (cVaR) | -0.68% | -4.33% |
| Year | BTCUSD | configs/btc/btc.med3_fwd_daily_ | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 36.70 | 18.95 | 0.52 | - |
| 2025 | -6.26 | 3.07 | -0.49 | + |
| Metric | configs/btc/btc.med3_fwd_daily_ | BTCUSD |
|---|---|---|
| MTD | 0.55% | 8.53% |
| 3M | 0.43% | -9.8% |
| 6M | 10.69% | 37.7% |
| YTD | 3.07% | -6.26% |
| 1Y | 22.61% | 28.15% |
| 3Y (ann.) | 28.46% | 35.63% |
| 5Y (ann.) | 28.46% | 35.63% |
| Metric | configs/btc/btc.med3_fwd_daily_ | BTCUSD |
|---|---|---|
| Max Drawdown | -2.56% | -26.06% |
| Longest DD Days | 41.0 | 144.0 |
| Avg. Drawdown | -0.64% | -8.25% |
| Avg. Drawdown Days | 10.0 | 30.0 |
| Recovery Factor | 8.83 | 1.08 |
| Ulcer Index | 0.99 | 1.08 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-25 | 2025-01-18 | -2.56 | 24 |
| 2025-02-12 | 2025-03-25 | -1.74 | 41 |
| 2024-08-12 | 2024-08-24 | -1.61 | 12 |
| 2024-09-29 | 2024-10-12 | -1.18 | 13 |
| 2024-06-21 | 2024-07-15 | -1.17 | 24 |
| 2024-09-11 | 2024-09-12 | -0.98 | 1 |
| 2024-12-06 | 2024-12-16 | -0.98 | 10 |
| 2024-08-10 | 2024-08-11 | -0.67 | 1 |
| 2024-09-04 | 2024-09-05 | -0.65 | 1 |
| 2024-12-20 | 2024-12-21 | -0.59 | 1 |
| Metric | configs/btc/btc.med3_fwd_daily_ | BTCUSD |
|---|---|---|
| Best Day | 4.01% | 9.49% |
| Worst Day | -1.61% | -13.23% |
| Best Week | 6.31% | 15.41% |
| Worst Week | -2.25% | -18.81% |
| Best Month | 7.38% | 34.43% |
| Worst Month | -1.13% | -23.44% |
| Best Year | 18.95% | 36.7% |
| Worst Year | 3.07% | -6.26% |
| Avg. Up Day | 0.53% | 2.27% |
| Avg. Down Day | -0.33% | -1.97% |
| Avg. Up Week | 0.99% | 6.16% |
| Avg. Down Week | -0.64% | -5.6% |
| Avg. Up Month | 2.41% | 14.29% |
| Avg. Down Month | -0.67% | -14.13% |
| Win Days % | 53.5% | 52.19% |
| Win Month % | 80.0% | 60.0% |
| Win Week % | 64.29% | 50.0% |
| Win Quarter % | 100.0% | 50.0% |
| Win Year % | 100.0% | 50.0% |